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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Applied economics letters"
~subject:"Estimation theory"
~subject:"Theory"
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Volatilität
Estimation theory
Theory
Estimation
1,153
Schätzung
1,153
Theorie
165
United States
140
USA
139
Welt
121
World
121
Börsenkurs
111
Share price
111
Kaufkraftparität
103
Purchasing power parity
103
Cointegration
94
Kointegration
94
Panel
91
Panel study
91
Economic growth
88
Wirtschaftswachstum
88
Capital income
84
Kapitaleinkommen
84
Aktienmarkt
77
Stock market
77
Time series analysis
75
Volatility
75
Zeitreihenanalyse
75
Einheitswurzeltest
69
Unit root test
69
Deutschland
59
Germany
59
Business cycle
58
Konjunktur
58
EU countries
56
EU-Staaten
55
Forecasting model
55
Prognoseverfahren
55
Schätztheorie
55
China
46
Arbeitslosigkeit
43
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Undetermined
120
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Article
278
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Article in journal
Aufsatz in Zeitschrift
278
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English
278
Author
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Chang, Tsangyao
6
Gil-Alaña, Luis A.
5
Caporale, Guglielmo Maria
3
Cook, Steven
3
Gupta, Rangan
3
Aoki, Takaaki
2
Bahmani-Oskooee, Mohsen
2
Bhaskara Rao, Buddhavarapu
2
Carcel, Hector
2
Garg, Bhavesh
2
Grobys, Klaus
2
Huang, Tai-hsin
2
Lee, Kuei-Chiu
2
Li, Yong
2
Ma, Feng
2
Mishra, Ashok K.
2
Morales Zumaquero, Amalia
2
Moss, Charles B.
2
Nieh, Chien-chung
2
Olson, Eric
2
Park, Sung Y.
2
Sosvilla-Rivero, Simón
2
Su, Chi-Wei
2
Tiwari, Aviral Kumar
2
Wang, Xunxiao
2
Wohar, Mark E.
2
Yamada, Hiroshi
2
Abreu, Daniel Sebastião
1
Afonso, António
1
Al-Rashidi, Atef
1
Albulescu, Claudiu Tiberiu
1
Alhassan, Abdulkareem
1
Anders, Sven
1
Andini, Corrado
1
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Arbex, Marcelo
1
Ardakani, Omid M.
1
Arin, Kerim Peren
1
Aristei, David
1
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Applied economics letters
Applied economics
454
Journal of econometrics
385
Economics letters
339
Economic modelling
319
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
272
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
220
Energy economics
216
International review of economics & finance : IREF
208
Journal of international money and finance
201
Journal of banking & finance
192
Journal of applied econometrics
176
Finance research letters
173
Journal of empirical finance
161
Applied financial economics
158
International review of financial analysis
151
Journal of economic dynamics & control
148
The North American journal of economics and finance : a journal of financial economics studies
144
Journal of macroeconomics
131
International journal of forecasting
123
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
123
Econometric reviews
122
Journal of financial economics
115
The review of economics and statistics
112
Journal of international financial markets, institutions & money
104
Macroeconomic dynamics
103
Journal of international economics
102
Journal of monetary economics
102
The European journal of finance
102
International journal of finance & economics : IJFE
100
Journal of forecasting
97
European economic review : EER
96
Journal of risk and financial management : JRFM
92
The journal of futures markets
92
The journal of finance : the journal of the American Finance Association
89
Journal of urban economics
87
Research in international business and finance
85
Journal of money, credit and banking : JMCB
84
The American economic review
80
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
80
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ECONIS (ZBW)
278
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1
Threshold mixed data sampling models with a covariate-dependent threshold
Yang, Lixiong
;
Zhang, Chunli
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1708-1716
Persistent link: https://www.econbiz.de/10014304954
Saved in:
2
Sequential Monte Carlo estimation for Present-Value model
Li, Yong
;
Lou, Zhusheng
;
Zhang, Qiaosen
;
Zhang, Mingzhi
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1702-1708
Persistent link: https://www.econbiz.de/10013412287
Saved in:
3
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
4
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
5
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
6
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
7
Inflation is still a monetary phenomenon : a wavelet analysis of inflation, oil prices and money supply
El-Gamal, Mahmoud A.
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 164-169
Persistent link: https://www.econbiz.de/10014448283
Saved in:
8
Testing an IV method for reducing quality bias in demand systems estimations
Vigani, Mauro
;
Dudu, Hasan
- In:
Applied economics letters
30
(
2023
)
21
,
pp. 3034-3038
Persistent link: https://www.econbiz.de/10014441356
Saved in:
9
Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Wiesen, Thomas F.P.
;
Bharadwaj, Lakshya
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2873-2880
Persistent link: https://www.econbiz.de/10014413964
Saved in:
10
Testing for market efficiency in cryptocurrencies : evidence from a non-linear conditional quantile framework
Kim, Myeong Jun
;
Park, Sung Y.
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2245-2251
Persistent link: https://www.econbiz.de/10014364745
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